Hello It's very interesting the walk forward optimization. I use it with a 2 months In-sample period, and 1 month Out of sampple period, this is, 12 steps every year to see if my systems are good. But i have a doubt: After processing several years of the optimization, I have a chart with the out of sample equity, but .. How could I obtain the exact trades of all the out of sample equity? and if it's not possible, is there any way to calculate the Draw Down, Sharpe etc, of the out-of-sample results?
Any answer would be very much appreciated
